+36.9%
FSLR vs UL
+35.9%
+1.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.3% | +2.8% |
| 7D | +15.3% | +1.1% | +14.2% | +15.3% |
| 30D | +11.7% | +8.2% | +3.4% | +11.5% |
| 3M | -17.6% | +4.5% | -22.2% | -17.7% |
| 6M | -7.7% | +12.6% | -20.3% | -7.8% |
| YTD | -23.0% | +3.5% | -26.5% | -22.1% |
| 1Y | -26.0% | -0.4% | -25.6% | -24.7% |
| 3Y | +36.9% | +36.0% | +0.9% | +36.0% |
| All | +36.9% | +35.9% | +1.0% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling